A comparison of VaR estimation procedures for leptokurtic equity index returns
Malay Bhattacharyya; Siddarth Madhav R
| Year of publication: |
2012
|
|---|---|
| Authors: | Bhattacharyya, Malay ; Madhav R., Siddarth |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 1, p. 13-30
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010079614